Why does my computer pick up viruses when I have a security protection on it?

When did you last update it and is it set to scan your computer regularly?

How many different types of viruses are there? And I how can I protect my PC from them?

No one anti-virus is 100% effective so the first line of defense is to keep a backup of your system drive. There are two types of AV, On Demand types scan only when you tell them to (checking stuff you download) while Active Scanners scan everything and the kitchen sink. The active type loads when you start and runs in the background slowing the computer to a degree and popping up warnings (some false positives). Along with a good firewall your safe but not invincible (espescially if you open every e-mail you get).

OK get yourself a FREE decent program, this will work just fine but no single program gets everything all the time... go here Download FREE version NOT the paid one:

avast! | Download Free Antivirus Software or Internet Security (http://www.avast.com/en-us/index)

Now to keep up download FREE version of malwarebytes and get in the habit of running a few scans a week with it, remember to update it before each use, this does NOT run in real time, not the free version anyway but pound for pound it's pretty much the best one out there:

Malwarebytes : Free anti-malware download (http://www.malwarebytes.org/)

Grab this too and run on occasion also FREE download exe file:

Anti-rootkit utility TDSSKiller (http://support.kaspersky.com/5350)

You start to feel comfy with this and want to add more, it's all free too:

Firewall - Personal Free Internet Firewall Software (http://personalfirewall.comodo.com/)